Discrete wave-analysis of continuous stochastic processes
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Publication:2264389
DOI10.1016/0304-4149(73)90034-3zbMath0272.60037MaRDI QIDQ2264389
Publication date: 1973
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/2926
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The behaviour of a non-differentiable stationary Gaussian process after a level crossing, Functional limits of empirical distributions in crossing theory
Cites Work
- Large Excursions of Gaussian Processes
- The distribution of intervals between zeros of a stationary random function
- Some Results Concerning the Zero-Crossings of Gaussian Noise
- A Note on the Absence of Tangencies in Gaussian Sample Paths
- Extreme values of stationary normal processes
- Some Properties of a Normal Process Near a Local Maximum
- Wave-length and amplitude in Gaussian noise
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